Let W be a one-dimensional Brownian motion and let (with no absolute value signs). Prove that if ε > 0, then This is a complement to. Prove that if p > 2 and W is a Brownian motion, then the...

Let W be a one-dimensional Brownian motion and let

(with no absolute value signs). Prove that if ε > 0, then

This is a complement to. Prove that if p > 2 and W is a Brownian motion, then the p-variation of W , defined in, is finite, a.s.